Trading Metrics calculated at close of trading on 21-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,844.50 |
1,851.25 |
6.75 |
0.4% |
1,799.00 |
High |
1,856.00 |
1,858.00 |
2.00 |
0.1% |
1,856.00 |
Low |
1,840.50 |
1,850.00 |
9.50 |
0.5% |
1,796.50 |
Close |
1,850.50 |
1,857.00 |
6.50 |
0.4% |
1,850.50 |
Range |
15.50 |
8.00 |
-7.50 |
-48.4% |
59.50 |
ATR |
21.63 |
20.66 |
-0.97 |
-4.5% |
0.00 |
Volume |
2,512 |
4,764 |
2,252 |
89.6% |
16,986 |
|
Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,879.00 |
1,876.00 |
1,861.50 |
|
R3 |
1,871.00 |
1,868.00 |
1,859.25 |
|
R2 |
1,863.00 |
1,863.00 |
1,858.50 |
|
R1 |
1,860.00 |
1,860.00 |
1,857.75 |
1,861.50 |
PP |
1,855.00 |
1,855.00 |
1,855.00 |
1,855.75 |
S1 |
1,852.00 |
1,852.00 |
1,856.25 |
1,853.50 |
S2 |
1,847.00 |
1,847.00 |
1,855.50 |
|
S3 |
1,839.00 |
1,844.00 |
1,854.75 |
|
S4 |
1,831.00 |
1,836.00 |
1,852.50 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,012.75 |
1,991.25 |
1,883.25 |
|
R3 |
1,953.25 |
1,931.75 |
1,866.75 |
|
R2 |
1,893.75 |
1,893.75 |
1,861.50 |
|
R1 |
1,872.25 |
1,872.25 |
1,856.00 |
1,883.00 |
PP |
1,834.25 |
1,834.25 |
1,834.25 |
1,839.75 |
S1 |
1,812.75 |
1,812.75 |
1,845.00 |
1,823.50 |
S2 |
1,774.75 |
1,774.75 |
1,839.50 |
|
S3 |
1,715.25 |
1,753.25 |
1,834.25 |
|
S4 |
1,655.75 |
1,693.75 |
1,817.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,858.00 |
1,796.50 |
61.50 |
3.3% |
19.50 |
1.1% |
98% |
True |
False |
4,350 |
10 |
1,860.00 |
1,796.50 |
63.50 |
3.4% |
23.00 |
1.2% |
95% |
False |
False |
4,011 |
20 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
20.75 |
1.1% |
68% |
False |
False |
3,053 |
40 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
19.50 |
1.0% |
68% |
False |
False |
1,720 |
60 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
19.75 |
1.1% |
83% |
False |
False |
1,249 |
80 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
16.75 |
0.9% |
83% |
False |
False |
973 |
100 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
14.25 |
0.8% |
83% |
False |
False |
786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,892.00 |
2.618 |
1,879.00 |
1.618 |
1,871.00 |
1.000 |
1,866.00 |
0.618 |
1,863.00 |
HIGH |
1,858.00 |
0.618 |
1,855.00 |
0.500 |
1,854.00 |
0.382 |
1,853.00 |
LOW |
1,850.00 |
0.618 |
1,845.00 |
1.000 |
1,842.00 |
1.618 |
1,837.00 |
2.618 |
1,829.00 |
4.250 |
1,816.00 |
|
|
Fisher Pivots for day following 21-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,856.00 |
1,853.25 |
PP |
1,855.00 |
1,849.25 |
S1 |
1,854.00 |
1,845.50 |
|